+3.0%
MCHP vs VCLT
-17.2%
+20.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | 0.0% | -1.4% | +1.4% | +1.2% |
| 30D | -6.0% | -1.2% | -4.9% | -5.1% |
| 3M | -19.7% | -4.8% | -14.9% | -16.1% |
| 6M | +14.0% | -2.6% | +16.6% | +16.9% |
| YTD | +18.4% | -3.3% | +21.8% | +22.2% |
| 1Y | +17.1% | -4.8% | +21.9% | +22.4% |
| 3Y | +0.7% | +11.5% | -10.8% | -7.3% |
| All | +3.0% | -17.2% | +20.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling